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Optimality of a barrier strategy in a spectrally negative Lévy model with a level-dependent intensity of bankruptcy

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Mata, Dante, Renaud, Jean-François
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability Optimization and Control 60G51, 93E20, 45D05
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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